Title: Adaptive Stochastic Methods: In Computational Mathematics and Mechanics
Publisher: De Gruyter
Publication Date: 2018
Language: English
ISBN 10: 3110553643
ISBN 13: 9783110553642
Binding: Hardcover
Condition: New

About this title

Synopsis

This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solutions of integral equations are illustrated by multiple examples from mechanics, theory of elasticity, heat conduction and fluid dynamics. Contents Part I: Evaluation of IntegralsFundamentals of the Monte Carlo Method to Evaluate Definite IntegralsSequential Monte Carlo Method and Adaptive IntegrationMethods of Adaptive Integration Based on Piecewise ApproximationMethods of Adaptive Integration Based on Global ApproximationNumerical ExperimentsAdaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral EquationsSemi-Statistical Method of Solving Integral Equations NumericallyProblem of Vibration ConductivityProblem on Ideal-Fluid Flow Around an AirfoilFirst Basic Problem of Elasticity TheorySecond Basic Problem of Elasticity TheoryProjectional and Statistical Method of Solving Integral Equations Numerically

About the Author

Dmitry Arsenyev, Vladimir Ivanov and Maxim Korenevskii, St. Petersburg Polytechnical University, Russia.

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